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~subject:"Linear positive quadrant dependence"
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Linear positive quadrant dependence
Copula
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Kendall's tau
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Nonparametric
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Pearson's correlation coefficient
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Positive Quadrant Dependence
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bivariate gamma distribution
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competing risks
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duration models
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negative and positive quadrant dependence
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positive quadrant dependence
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survival analysis
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unobserved heterogeneity
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Loss Severity Distribution
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Positive Orthant Dependence
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Positive quadrant dependence
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Risk Management
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Stochastic Ordering
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additive gambles
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risk index
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subadditivity
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Li, Yun-Xia
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Wang, Jian-Feng
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Asymptotic distribution for products of sums under dependence
Li, Yun-Xia
;
Wang, Jian-Feng
- In:
Metrika
66
(
2007
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10005756304
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